+1,363.4%
WAB vs STLA
+263.8%
+1,099.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.4% |
| 7D | -3.2% | +2.6% | -5.8% | -3.8% |
| 30D | -4.4% | -1.2% | -3.2% | -4.4% |
| 3M | +7.9% | -24.8% | +32.6% | +14.7% |
| 6M | +8.7% | -25.6% | +34.3% | +15.5% |
| YTD | +33.0% | -48.9% | +81.9% | +52.6% |
| 1Y | +46.7% | -38.8% | +85.4% | +59.4% |
| 3Y | +153.0% | -64.5% | +217.5% | +204.0% |
| 5Y | +222.3% | -62.4% | +284.7% | +274.4% |
| 10Y | +291.0% | +55.4% | +235.6% | +237.4% |
| All | +1,363.4% | +263.8% | +1,099.6% | +1,155.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded STLA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling